Dimensional International Core Equity 2 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.70% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 8.86 | |
| 0.0146 | 2.32 | |
| 0.8659 | 109.25 | |
| 0.1640 | 7.77 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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